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[1] M. M. Luz and M. P. Moklyachuk. Minimax interpolation of stochastic processes with stationary increments from observations with noise. Theor. Probability and Math. Statist. 94 (2017) 121-135.
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[2] M. P. Moklyachuk and M. I. Sidei. Interpolation of stationary sequences observed with a noise. Theor. Probability and Math. Statist. 93 (2016) 153-167.
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[3] M. P. Moklyachuk and V. I. Ostapenko. Minimax interpolation of harmonizable sequences. Theor. Probability and Math. Statist. 92 (2016) 135-146.
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[4] Akihiko Inoue, Yukio Kasahara and Mohsen Pourahmadi. The intersection of past and future for multivariate stationary processes. Proc. Amer. Math. Soc. 144 (2016) 1779-1786.
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[5] M. M. Luz and M. P. Moklyachuk. Minimax-robust filtering problem for stochastic sequences with stationary increments. Theor. Probability and Math. Statist. 89 (2014) 127-142.
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[6] I. I. Dubovets’ka and M. P. Moklyachuk. Extrapolation of periodically correlated stochastic processes observed with noise. Theor. Probability and Math. Statist. 88 (2014) 67-83.
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[7] M. M. Luz and M. P. Moklyachuk. Interpolation of functionals of stochastic sequences with stationary increments. Theor. Probability and Math. Statist. 87 (2013) 117-133.
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[8] I. I. Dubovets′ka and M. P. Moklyachuk. Filtration of linear functionals of periodically correlated sequences. Theor. Probability and Math. Statist. 86 (2013) 51-64.
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[9] I. I. Dubovets’ka, O. Yu. Masyutka and M. P. Moklyachuk. Interpolation of periodically correlated stochastic sequences. Theor. Probability and Math. Statist. 84 (2012) 43-56.
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[10] Fred J. Hickernell, Ian H. Sloan and Grzegorz W. Wasilkowski. On tractability of weighted integration over bounded and unbounded regions in $\mathbb{R}^s$. Math. Comp. 73 (2004) 1885-1901. MR 2059741.
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[11] R. Cheng, A. G. Miamee and M. Pourahmadi. Some extremal problems in $L^p(w)$. Proc. Amer. Math. Soc. 126 (1998) 2333-2340. MR 1443377.
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[12] A. Makagon, A. G. Miamee and B. S. W. Schröder. Recursive condition for positivity of the angle for multivariate stationary sequences. Proc. Amer. Math. Soc. 126 (1998) 1821-1825. MR 1443841.
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[13] Dong Wenlong and Wang Zhenpeng. On representation and regularity of continuous parameter multivalued martingales. Proc. Amer. Math. Soc. 126 (1998) 1799-1810. MR 1485468.
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[14] Stephen D. Abbott. A unified approach to some prediction problems . Proc. Amer. Math. Soc. 123 (1995) 425-431. MR 1216809.
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[15] Richard C. Bradley. On regularity conditions for random fields . Proc. Amer. Math. Soc. 121 (1994) 593-598. MR 1219721.
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[16] Juan A. Cuesta and Carlos Matrán. Asymptotic behavior of $p$-predictions for vector valued random variables . Proc. Amer. Math. Soc. 100 (1987) 716-720. MR 894443.
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[17] H. J. Landau. Maximum entropy and the moment problem. Bull. Amer. Math. Soc. 16 (1987) 47-77. MR 866018.
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[18] Mohsen Pourahmadi. The Helson-Sarason-Szeg\H o theorem and the Abel summability of the series for the predictor . Proc. Amer. Math. Soc. 91 (1984) 306-308. MR 740191.
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[19] Adhemar Bultheel. Inequalities in Hilbert modules of matrix-valued functions . Proc. Amer. Math. Soc. 85 (1982) 369-372. MR 656105.
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[20] Takahiko Nakazi and Katutoshi Takahashi. Prediction $n$ units of time ahead . Proc. Amer. Math. Soc. 80 (1980) 658-659. MR 587949.
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[21] Finbarr Holland. Another proof of Szeg\H o's theorem for a singular measure . Proc. Amer. Math. Soc. 45 (1974) 311-312. MR 0350291.
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[22] Simeon M. Berman. Local nondeterminism and local times of Gaussian processes. Bull. Amer. Math. Soc. 79 (1973) 475-477. MR 0317396.
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[23] V. Mandrekar. A characterization of oscillatory processes and their prediction . Proc. Amer. Math. Soc. 32 (1972) 280-284. MR 0307310.
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[24] Marvin Rosenblum and James Rovnyak. The factorization problem for nonnegative operator valued functions. Bull. Amer. Math. Soc. 77 (1971) 287-318. MR 0273437.
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Results: 1 to 24 of 24 found      Go to page: 1

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